+29.6%
EMB vs SHAK
+87.2%
-57.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.2% | -0.3% |
| 7D | -1.2% | -8.3% | +7.1% | -0.7% |
| 30D | -1.3% | -12.6% | +11.4% | -0.5% |
| 3M | -1.8% | +9.1% | -10.9% | -2.5% |
| 6M | +0.2% | -31.2% | +31.4% | +1.9% |
| YTD | +0.4% | -21.6% | +22.0% | +1.0% |
| 1Y | +2.8% | -38.8% | +41.6% | +5.1% |
| 3Y | +29.1% | +0.6% | +28.5% | +25.2% |
| 5Y | +6.3% | -22.5% | +28.8% | +2.7% |
| All | +29.6% | +87.2% | -57.6% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SHAK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling